WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 415,538: 74,886 78,961 58,709 249,940 221,284 383,535 358,954: 32,003 56,584
Old : 371,964: 72,974 81,385 47,607 223,411 200,012 343,992 329,004: 27,972 42,960
Other: 43,574: 10,870 6,534 2,144 26,529 21,272 39,543 29,950: 4,031 13,624
: : :
: : Changes in Commitments from: May 2, 2006 :
: 32,547: 8,863 300 6,718 8,328 19,359 23,909 26,377: 8,638 6,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 19.0 14.1 60.1 53.3 92.3 86.4: 7.7 13.6
Old : 100.0: 19.6 21.9 12.8 60.1 53.8 92.5 88.5: 7.5 11.5
Other: 100.0: 24.9 15.0 4.9 60.9 48.8 90.7 68.7: 9.3 31.3
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 88 125 108 41 74 222 234:
Old : 315: 88 131 96 34 71 204 227:
Other: 116: 33 22 13 17 54 56 85:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 28.6 41.5 36.5 28.7 23.8 41.2 29.6
Old : 32.2 30.8 46.2 39.5 32.0 29.7 46.0 36.3
Other: 44.3 23.4 57.1 34.1 38.4 20.0 50.9 28.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,242,361: 306,873 112,457 196,500 582,175 663,515 1,085,548 972,472: 156,813 269,889
Old : 696,900: 196,376 184,744 41,910 366,848 359,168 605,134 585,822: 91,766 111,078
Other: 545,461: 228,308 45,524 36,779 215,327 304,347 480,414 386,650: 65,047 158,811
: : :
: : Changes in Commitments from: May 2, 2006 :
: 52,704: 4,149 21,496 6,339 13,902 -957 24,390 26,878: 28,314 25,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 9.1 15.8 46.9 53.4 87.4 78.3: 12.6 21.7
Old : 100.0: 28.2 26.5 6.0 52.6 51.5 86.8 84.1: 13.2 15.9
Other: 100.0: 41.9 8.3 6.7 39.5 55.8 88.1 70.9: 11.9 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 693: 201 130 163 203 285 488 519:
Old : 643: 157 164 71 143 249 346 439:
Other: 555: 143 95 56 130 263 306 386:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 16.7 28.9 22.5 18.9 16.2 28.4 20.2
Old : 28.0 22.1 38.5 29.5 28.0 21.4 38.4 28.0
Other: 22.1 15.3 32.9 21.3 22.0 15.2 32.0 19.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 12,761: 5,336 358 989 2,994 9,452 9,319 10,799: 3,442 1,962
Old : 12,760: 5,336 357 989 2,993 9,452 9,318 10,798: 3,442 1,962
Other: 1: 0 1 0 1 0 1 1: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 1,072: 715 201 76 46 839 837 1,116: 235 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 2.8 7.8 23.5 74.1 73.0 84.6: 27.0 15.4
Old : 100.0: 41.8 2.8 7.8 23.5 74.1 73.0 84.6: 27.0 15.4
Other: 100.0: 0.0 100.0 0.0 100.0 0.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 22 6 10 12 15 41 26:
Old : 48: 22 6 10 12 15 41 26:
Other: 2: 0 1 0 1 0 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 41.5 39.7 62.1 23.0 39.9 37.3 54.8
Old : 23.1 41.5 39.7 62.1 23.0 39.9 37.4 54.9
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 368,136: 61,909 64,558 63,383 185,067 142,265 310,359 270,206: 57,777 97,930
Old : 240,642: 58,293 85,951 7,385 134,452 98,442 200,130 191,778: 40,512 48,864
Other: 127,494: 49,502 24,493 10,112 50,615 43,823 110,229 78,428: 17,265 49,066
: : :
: : Changes in Commitments from: May 2, 2006 :
: 11,230: 6,301 -5,078 303 -6,645 4,583 -41 -192: 11,271 11,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 17.5 17.2 50.3 38.6 84.3 73.4: 15.7 26.6
Old : 100.0: 24.2 35.7 3.1 55.9 40.9 83.2 79.7: 16.8 20.3
Other: 100.0: 38.8 19.2 7.9 39.7 34.4 86.5 61.5: 13.5 38.5
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 107 123 113 84 110 278 289:
Old : 376: 114 132 37 63 95 200 242:
Other: 246: 64 68 44 53 86 149 175:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 13.1 31.8 20.1 20.1 12.8 29.5 17.9
Old : 31.3 15.6 42.9 25.4 31.3 15.5 42.6 24.6
Other: 24.1 12.5 35.8 19.3 22.7 12.0 32.8 17.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,829: 12,165 3,098 324 330 491 12,819 3,913: 4,010 12,916
Old : 7,446: 4,189 3,148 86 275 104 4,550 3,338: 2,896 4,108
Other: 9,383: 8,156 130 58 55 387 8,269 575: 1,114 8,808
: : :
: : Changes in Commitments from: May 2, 2006 :
: 1,239: 1,438 258 -160 0 31 1,278 129: -39 1,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 18.4 1.9 2.0 2.9 76.2 23.3: 23.8 76.7
Old : 100.0: 56.3 42.3 1.2 3.7 1.4 61.1 44.8: 38.9 55.2
Other: 100.0: 86.9 1.4 0.6 0.6 4.1 88.1 6.1: 11.9 93.9
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 15 8 8 1 2 19 15:
Old : 26: 14 9 3 1 2 16 13:
Other: 12: 7 2 2 1 2 8 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 12.6 65.9 18.8 57.7 12.6 64.4 18.6
Old : 26.3 28.5 41.4 42.0 26.1 28.5 40.8 42.0
Other: 87.5 5.5 88.1 6.1 86.9 5.5 87.5 5.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 240,947: 78,705 12,673 30,951 102,236 178,979 211,892 222,603: 29,055 18,344
Old : 183,345: 71,373 23,867 9,491 79,179 136,070 160,043 169,428: 23,302 13,917
Other: 57,602: 21,673 3,147 7,119 23,057 42,909 51,849 53,175: 5,753 4,427
: : :
: : Changes in Commitments from: May 2, 2006 :
: -279: 1,249 1,528 -795 -572 -1,310 -118 -577: -161 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 5.3 12.8 42.4 74.3 87.9 92.4: 12.1 7.6
Old : 100.0: 38.9 13.0 5.2 43.2 74.2 87.3 92.4: 12.7 7.6
Other: 100.0: 37.6 5.5 12.4 40.0 74.5 90.0 92.3: 10.0 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 83 27 41 48 53 156 109:
Old : 188: 81 37 27 39 46 135 96:
Other: 96: 36 14 24 28 34 71 65:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 45.6 29.7 59.1 20.1 42.1 27.3 53.1
Old : 25.0 50.7 33.6 62.3 25.0 48.7 33.6 60.4
Other: 31.5 40.8 51.2 58.4 28.0 37.2 42.2 50.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 849,097: 107,106 274,987 29,113 582,668 338,968 718,887 643,068: 130,210 206,029
Old : 849,097: 107,106 274,987 29,113 582,668 338,968 718,887 643,068: 130,210 206,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: -2,114: 7,182 -3,437 1,945 -24,858 -3,257 -15,731 -4,749: 13,617 2,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 32.4 3.4 68.6 39.9 84.7 75.7: 15.3 24.3
Old : 100.0: 12.6 32.4 3.4 68.6 39.9 84.7 75.7: 15.3 24.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 34 60 31 75 72 123 149:
Old : 196: 34 60 31 75 72 123 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 18.0 37.1 27.4 20.2 12.4 29.9 21.1
Old : 25.8 18.0 37.1 27.4 20.2 12.4 29.9 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 173,115: 30,909 40,971 26,594 87,419 84,208 144,922 151,773: 28,193 21,342
Old : 127,086: 30,236 36,968 13,339 60,373 60,872 103,948 111,179: 23,138 15,907
Other: 46,029: 6,789 10,119 7,139 27,046 23,336 40,974 40,594: 5,055 5,435
: : :
: : Changes in Commitments from: May 2, 2006 :
: 1,958: -1,879 -1,179 575 1,761 3,560 457 2,956: 1,501 -998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 23.7 15.4 50.5 48.6 83.7 87.7: 16.3 12.3
Old : 100.0: 23.8 29.1 10.5 47.5 47.9 81.8 87.5: 18.2 12.5
Other: 100.0: 14.7 22.0 15.5 58.8 50.7 89.0 88.2: 11.0 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 49 43 44 53 53 127 132:
Old : 175: 56 43 38 49 41 120 116:
Other: 95: 20 24 16 37 35 69 64:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 25.2 32.6 37.9 21.8 23.5 28.9 32.4
Old : 22.2 27.9 30.6 41.5 22.2 27.8 29.5 40.9
Other: 35.4 27.6 48.3 43.3 34.8 23.9 45.3 37.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,695: 3,420 374 855 3,909 7,744 8,184 8,973: 2,511 1,722
Old : 5,751: 3,056 506 87 1,639 4,072 4,782 4,665: 969 1,086
Other: 4,944: 863 367 269 2,270 3,672 3,402 4,308: 1,542 636
: : :
: : Changes in Commitments from: May 2, 2006 :
: 171: 244 50 54 -91 -38 207 66: -36 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 3.5 8.0 36.5 72.4 76.5 83.9: 23.5 16.1
Old : 100.0: 53.1 8.8 1.5 28.5 70.8 83.2 81.1: 16.8 18.9
Other: 100.0: 17.5 7.4 5.4 45.9 74.3 68.8 87.1: 31.2 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 19 6 9 18 20 39 34:
Old : 48: 17 7 3 10 16 27 26:
Other: 30: 8 4 6 11 12 20 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 51.7 40.8 63.0 19.0 39.8 31.7 46.5
Old : 35.9 47.4 57.5 62.5 35.9 42.5 57.5 57.3
Other: 37.6 65.4 49.2 77.3 25.9 46.5 35.9 58.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 588,252: 210,963 179,190 1,414 265,471 289,784 477,848 470,388: 110,404 117,864
Old : 588,252: 210,963 179,190 1,414 265,471 289,784 477,848 470,388: 110,404 117,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 52,365: 27,593 17,114 272 23,623 37,987 51,488 55,373: 877 -3,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 30.5 0.2 45.1 49.3 81.2 80.0: 18.8 20.0
Old : 100.0: 35.9 30.5 0.2 45.1 49.3 81.2 80.0: 18.8 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 42 43 9 66 61 113 108:
Old : 176: 42 43 9 66 61 113 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 13.6 31.2 23.2 19.0 12.4 30.9 22.0
Old : 19.1 13.6 31.2 23.2 19.0 12.4 30.9 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,438,450: 693,873 666,573 77,820 1,411,041 1,231,666 2,182,734 1,976,059: 255,716 462,391
Old : 2,438,450: 693,873 666,573 77,820 1,411,041 1,231,666 2,182,734 1,976,059: 255,716 462,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 136,867: 23,642 24,528 -12,829 55,982 40,040 66,795 51,739: 70,072 85,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 27.3 3.2 57.9 50.5 89.5 81.0: 10.5 19.0
Old : 100.0: 28.5 27.3 3.2 57.9 50.5 89.5 81.0: 10.5 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 65 81 41 108 111 194 212:
Old : 300: 65 81 41 108 111 194 212:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 28.2 39.4 37.1 23.7 27.1 32.9 34.3
Old : 28.6 28.2 39.4 37.1 23.7 27.1 32.9 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,328,502: 272,027 302,639 48,648 789,493 651,994 1,110,168 1,003,281: 218,334 325,221
Old : 1,328,502: 272,027 302,639 48,648 789,493 651,994 1,110,168 1,003,281: 218,334 325,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 5,351: -19,091 18,759 3,122 2,074 -13,517 -13,895 8,364: 19,246 -3,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 22.8 3.7 59.4 49.1 83.6 75.5: 16.4 24.5
Old : 100.0: 20.5 22.8 3.7 59.4 49.1 83.6 75.5: 16.4 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 44 52 31 69 77 126 147:
Old : 202: 44 52 31 69 77 126 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 15.4 33.5 24.5 17.9 13.1 26.8 19.9
Old : 22.3 15.4 33.5 24.5 17.9 13.1 26.8 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 419,681: 148,527 143,995 69,572 174,345 183,122 392,444 396,689: 27,237 22,992
Old : 419,681: 148,527 143,995 69,572 174,345 183,122 392,444 396,689: 27,237 22,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: -28,518: -9,986 -572 -18,304 6,339 -7,045 -21,951 -25,921: -6,567 -2,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 34.3 16.6 41.5 43.6 93.5 94.5: 6.5 5.5
Old : 100.0: 35.4 34.3 16.6 41.5 43.6 93.5 94.5: 6.5 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 31 30 36 51 50 101 100:
Old : 125: 31 30 36 51 50 101 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 26.6 32.1 40.6 15.9 24.2 26.1 31.9
Old : 17.8 26.6 32.1 40.6 15.9 24.2 26.1 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders - Futures Only, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 21,019: 4,957 3,068 201 4,561 7,377 9,719 10,646: 11,300 10,373
Old : 21,019: 4,957 3,068 201 4,561 7,377 9,719 10,646: 11,300 10,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 3,235: 57 -1,748 -79 -104 146 -126 -1,681: 3,361 4,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 14.6 1.0 21.7 35.1 46.2 50.6: 53.8 49.4
Old : 100.0: 23.6 14.6 1.0 21.7 35.1 46.2 50.6: 53.8 49.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 9 5 2 4 6 14 12:
Old : 22: 9 5 2 4 6 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 37.3 41.4 47.0 27.5 36.3 35.8 43.1
Old : 29.4 37.3 41.4 47.0 27.5 36.3 35.8 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 45,667: 12,090 6,856 37 21,234 30,524 33,361 37,417: 12,306 8,250
Old : 45,667: 12,090 6,856 37 21,234 30,524 33,361 37,417: 12,306 8,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: -25: -597 -338 1 -220 181 -816 -156: 791 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 15.0 0.1 46.5 66.8 73.1 81.9: 26.9 18.1
Old : 100.0: 26.5 15.0 0.1 46.5 66.8 73.1 81.9: 26.9 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 20 13 2 20 10 41 24:
Old : 60: 20 13 2 20 10 41 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 42.1 45.8 66.9 28.8 38.5 45.1 63.3
Old : 28.8 42.1 45.8 66.9 28.8 38.5 45.1 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 87,899: 63,986 16,337 1,024 12,624 40,750 77,634 58,111: 10,265 29,788
Old : 87,899: 63,986 16,337 1,024 12,624 40,750 77,634 58,111: 10,265 29,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 6,728: 8,065 -2,637 632 -1,873 4,374 6,824 2,369: -96 4,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 18.6 1.2 14.4 46.4 88.3 66.1: 11.7 33.9
Old : 100.0: 72.8 18.6 1.2 14.4 46.4 88.3 66.1: 11.7 33.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 33 23 5 20 20 55 46:
Old : 92: 33 23 5 20 20 55 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 30.5 60.8 41.7 50.4 30.5 60.6 41.7
Old : 50.6 30.5 60.8 41.7 50.4 30.5 60.6 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 12,674: 1,882 3,038 259 10,358 9,149 12,499 12,446: 175 228
Old : 12,674: 1,882 3,038 259 10,358 9,149 12,499 12,446: 175 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: -151: 44 160 0 -21 -356 23 -196: -174 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 24.0 2.0 81.7 72.2 98.6 98.2: 1.4 1.8
Old : 100.0: 14.8 24.0 2.0 81.7 72.2 98.6 98.2: 1.4 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 5 14 5 13 10 21 26:
Old : 39: 5 14 5 13 10 21 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 65.1 73.7 78.4 45.4 59.9 72.5 71.5
Old : 45.4 65.1 73.7 78.4 45.4 59.9 72.5 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 12, 2006